-3.7%
DXCM vs VLTO
+54.1%
-57.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +5.7% | +12.0% | -6.3% | +2.9% |
| 30D | +1.3% | +20.8% | -19.6% | -3.2% |
| 3M | +2.2% | +20.1% | -17.9% | -2.3% |
| 6M | +42.0% | +32.6% | +9.4% | +32.6% |
| YTD | +27.3% | +17.3% | +9.9% | +21.5% |
| 1Y | +42.5% | +17.3% | +25.2% | +35.9% |
| 3Y | -13.3% | +66.9% | -80.2% | -21.0% |
| All | -3.7% | +54.1% | -57.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling